Locally periodic homogenization of reflected diffusion (Q995856)
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scientific article; zbMATH DE number 5189231
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| English | Locally periodic homogenization of reflected diffusion |
scientific article; zbMATH DE number 5189231 |
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Locally periodic homogenization of reflected diffusion (English)
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10 September 2007
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Summary: We study the homogenization of reflected SDEs with locally periodic coefficients and highly oscillating drift. Our method is entirely probabilistic, and builds upon earlier works of Tanaka, Benchérif-Madani and Pardoux, and Bensoussan et al We extend Tanaka's theorem to the locally periodic case.
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highly oscillating drift
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0.8296068906784058
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0.801790177822113
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